Valve cap, no. Those caps are only there on Presta valves to keep the valve itself from puncturing the tube while it's rolled up in the box. Not needed after installing, unlike Schraeder valves where you need the cap to keep out dirt and water.

Retainer nuts, yes. Absolutely, on both of my bikes. I can't stand non-threaded tubes now. Having the nut on there makes it so much easier when airing up the tires, especially on larger MTB tires that run lower pressure, where it's much easier to push the valve stem back into the tire/rim.